A strong approximation of self-normalized sums

作者：Csoergo Miklos; Hu ZhiShui^*

来源：Science China Mathematics, 2013, 56(1): 149-160.

DOI：10.1007/s11425-012-4434-7

• strong approximation
• self-normalized sums
• domain of attraction of the normal law

Let {X,X (n) , n a (c) 3/4 1} be a sequence of independent identically distributed random variables with EX = 0 and assume that EX (2) I(|X| a (c) 1/2 x) is slowly varying as x -%26gt; a, i.e., X is in the domain of attraction of the normal law. In this paper a Strassen-type strong approximation is established for self-normalized sums of such random variables.

• 出版日期2013-1
• 单位中国科学技术大学